AS/SC/MATH4570.06

Applied Optimization

Two-person zero-sum games, non-zero-sum games, N-person cooperative games, decision theory, nonlinear programming, interior methods of linear programming, Markov decision processes, dynamic programming, queuing theory. This course is designed primarily for students in the General Stream of Honours Mathematics for Commerce.

The text will be H. A. Taha, Operations Research, An Introduction, 5th ed. (MacMillan).